Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361): Difference between revisions

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+https://doi.org/10.1016/j.spl.2007.09.013
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+Volatility estimators for discretely sampled Lévy processes
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+Limit theorems for multipower variation in the presence of jumps
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+Financial Modelling with Jump Processes
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+Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
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+Publication:927361